Hacker News Reader

> Are there legit reasons I'm missing for hosting ad servers on the same domain, and so puncturing the browser security model?

Avoiding generic (not targeted to your site specifically) AdBlock URL filtering.

Also, many browsers block third-party cookies by default, which may screw up your analytics.

Many browsers can, but few do. Firefox, chrome and IE don't by default.

True. I misspoke about many, but you will still improve the accuracy of your analytics by doing this.